MURLX vs. TDIFX
Compare and contrast key facts about Mutual of America 2040 Retirement Fund (MURLX) and Dimensional Retirement Income Fund (TDIFX).
MURLX is managed by Mutual of America. It was launched on Nov 29, 2021. TDIFX is managed by Dimensional. It was launched on Nov 1, 2015.
Performance
MURLX vs. TDIFX - Performance Comparison
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MURLX vs. TDIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MURLX Mutual of America 2040 Retirement Fund | -1.37% | 17.01% | 13.28% | 14.86% | -15.95% | 16.84% | 889.04% |
TDIFX Dimensional Retirement Income Fund | 0.21% | 7.22% | 6.21% | 7.76% | -9.37% | 14.53% | 8.83% |
Returns By Period
In the year-to-date period, MURLX achieves a -1.37% return, which is significantly lower than TDIFX's 0.21% return.
MURLX
- 1D
- 2.24%
- 1M
- -4.74%
- YTD
- -1.37%
- 6M
- 0.82%
- 1Y
- 15.89%
- 3Y*
- 12.54%
- 5Y*
- 6.42%
- 10Y*
- —
TDIFX
- 1D
- 0.59%
- 1M
- -1.59%
- YTD
- 0.21%
- 6M
- 0.88%
- 1Y
- 5.68%
- 3Y*
- 5.90%
- 5Y*
- 4.81%
- 10Y*
- 4.81%
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MURLX vs. TDIFX - Expense Ratio Comparison
MURLX has a 0.08% expense ratio, which is higher than TDIFX's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
MURLX vs. TDIFX — Risk / Return Rank
MURLX
TDIFX
MURLX vs. TDIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mutual of America 2040 Retirement Fund (MURLX) and Dimensional Retirement Income Fund (TDIFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| MURLX | TDIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 1.47 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.87 | 2.07 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.31 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 1.47 | -0.42 |
Martin ratioReturn relative to average drawdown | 4.88 | 6.12 | -1.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MURLX | TDIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.47 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.84 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.96 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 1.00 | -0.84 |
Correlation
The correlation between MURLX and TDIFX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MURLX vs. TDIFX - Dividend Comparison
MURLX's dividend yield for the trailing twelve months is around 8.74%, more than TDIFX's 2.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
MURLX Mutual of America 2040 Retirement Fund | 8.74% | 8.62% | 8.02% | 3.04% | 11.39% | 4.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TDIFX Dimensional Retirement Income Fund | 2.06% | 1.77% | 3.11% | 3.09% | 4.66% | 9.39% | 1.39% | 1.98% | 2.11% | 0.98% | 0.89% |
Drawdowns
MURLX vs. TDIFX - Drawdown Comparison
The maximum MURLX drawdown since its inception was -31.54%, which is greater than TDIFX's maximum drawdown of -12.21%. Use the drawdown chart below to compare losses from any high point for MURLX and TDIFX.
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Drawdown Indicators
| MURLX | TDIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.54% | -12.21% | -19.33% |
Max Drawdown (1Y)Largest decline over 1 year | -9.75% | -2.84% | -6.91% |
Max Drawdown (5Y)Largest decline over 5 years | -23.06% | -12.21% | -10.85% |
Max Drawdown (10Y)Largest decline over 10 years | — | -12.21% | — |
Current DrawdownCurrent decline from peak | -5.69% | -1.83% | -3.86% |
Average DrawdownAverage peak-to-trough decline | -5.54% | -1.77% | -3.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 0.84% | +1.72% |
Volatility
MURLX vs. TDIFX - Volatility Comparison
Mutual of America 2040 Retirement Fund (MURLX) has a higher volatility of 4.12% compared to Dimensional Retirement Income Fund (TDIFX) at 1.51%. This indicates that MURLX's price experiences larger fluctuations and is considered to be riskier than TDIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MURLX | TDIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 1.51% | +2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 7.97% | 2.32% | +5.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.48% | 4.34% | +10.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.06% | 5.89% | +10.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 387.81% | 5.05% | +382.76% |